self.sigma_square = self.spread_max;

remove self.sigma_square = self.spread_max * dec(0.5);

strategy/src/avellaneda_stoikov.rs

@@ -185,7 +185,7 @@ impl AvellanedaStoikov {
     }
 
     pub fn update_sigma_square(&mut self) {
-        self.sigma_square = self.spread_max * dec!(0.5);
+        self.sigma_square = self.spread_max;
         self.sigma_square.rescale(10);
     }
 
@@ -225,7 +225,7 @@ impl AvellanedaStoikov {
 
     pub fn update_delta(&mut self) {
         if self.gamma != Decimal::ZERO {
-            let pos_edge = self.gamma * self.sigma_square * (dec!(3) + self.inventory.abs()).powd(dec!(2)) * self.t_diff;
+            let pos_edge = self.gamma * self.sigma_square * self.inventory.abs().powd(dec!(2)) * self.t_diff;
 
             self.base_delta = self.gamma * self.sigma_square * self.t_diff / Decimal::TWO + (Decimal::ONE / self.gamma) * (Decimal::ONE + self.gamma / self.kappa).ln();
             self.ratio_edge = self.flow_ratio_long * self.sigma_square;